+5.1%
SPGI vs VCLT
-15.1%
+20.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -2.5% | +0.3% | -2.8% | -2.7% |
| 30D | +5.4% | -0.6% | +6.0% | +5.8% |
| 3M | +9.0% | -2.2% | +11.3% | +10.7% |
| 6M | +0.8% | -2.9% | +3.7% | +2.8% |
| YTD | -12.6% | -2.1% | -10.5% | -11.4% |
| 1Y | -16.1% | -2.6% | -13.5% | -14.7% |
| 3Y | +19.0% | +12.5% | +6.5% | +8.5% |
| 5Y | +5.1% | -15.3% | +20.3% | +9.4% |
| All | +5.1% | -15.1% | +20.2% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VCLT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling